+173. For the purposes of EL BE and LGD in-default estimation the same defaulted exposures in the …
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173. For the purposes of EL BE and LGD in-default estimation the same defaulted exposures in the …
For the purposes of EL BE and LGD in-default estimation the same defaulted exposures in the RDS should be used at all relevant reference dates considered in the model.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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